Daniël Linders, Wim Schoutens. A framework for robust measurement of implied correlation. J. Computational Applied Mathematics, 271:39-52, 2014. [doi]
@article{LindersS14,
title = {A framework for robust measurement of implied correlation},
author = {Daniël Linders and Wim Schoutens},
year = {2014},
doi = {10.1016/j.cam.2014.03.026},
url = {http://dx.doi.org/10.1016/j.cam.2014.03.026},
researchr = {https://researchr.org/publication/LindersS14},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {271},
pages = {39-52},
}